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How to estimate the rate function of a cumulative process - MaRDI portal

How to estimate the rate function of a cumulative process (Q5476147)

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scientific article; zbMATH DE number 5036952
Language Label Description Also known as
English
How to estimate the rate function of a cumulative process
scientific article; zbMATH DE number 5036952

    Statements

    title
    How to estimate the rate function of a cumulative process (English)
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    author
    Ken R. Duffy
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    Anthony P. Metcalfe
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    publication date
    29 June 2006
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    zbMATH Keywords
    estimating large deviations
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    Identifiers

    Mathematics Subject Classification ID
    62M09
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    60F10
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    60K05
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    zbMATH DE Number
    5036952
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    OpenAlex ID
    W2049818852
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